Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-04-06 0.259662 0.281600 0.305179 0.332518 0.363482 0.397626 0.438352
2025-04-13 0.223327 0.250222 0.280531 0.317523 0.361870 0.413870 0.480276
2025-04-20 0.204218 0.234845 0.270711 0.316392 0.373890 0.445074 0.541873
2025-04-27 0.189131 0.222214 0.262212 0.315047 0.384444 0.474671 0.604765
2025-05-04 0.176731 0.211476 0.254654 0.313540 0.393899 0.503195 0.669810
2025-05-11 0.167335 0.203551 0.249694 0.314506 0.406194 0.536446 0.746333
2025-05-18 0.155509 0.191527 0.238296 0.305500 0.403298 0.547167 0.789860
2025-05-25 0.144611 0.179954 0.226582 0.294887 0.396736 0.551211 0.822723
2025-06-01 0.138672 0.174586 0.222828 0.295078 0.405903 0.580192 0.902209
2025-06-08 0.135892 0.173266 0.224468 0.303055 0.427505 0.631553 1.031534
2025-06-15 0.131613 0.169565 0.222412 0.305206 0.439923 0.668946 1.142323
2025-06-22 0.126777 0.164784 0.218446 0.304019 0.446597 0.696925 1.240068
2025-06-29 0.121882 0.159797 0.214065 0.302142 0.452436 0.725166 1.347928
2025-07-06 0.115293 0.152039 0.205121 0.292309 0.443548 0.724388 1.389510
2025-07-13 0.112026 0.148974 0.203065 0.293475 0.454148 0.762990 1.536646
2025-07-20 0.108777 0.145764 0.200582 0.293702 0.462994 0.799321 1.689687
2025-07-27 0.105613 0.142527 0.197859 0.293284 0.470529 0.833999 1.850309
2025-08-03 0.103102 0.140152 0.196344 0.294791 0.481835 0.878678 2.057588
2025-08-10 0.098731 0.134757 0.189755 0.286972 0.474078 0.878940 2.125692
2025-08-17 0.094274 0.129075 0.182472 0.277508 0.462261 0.868243 2.154806
2025-08-24 0.092121 0.126879 0.180730 0.277849 0.470361 0.906411 2.370284
2025-08-31 0.091516 0.127057 0.182844 0.285281 0.493848 0.986796 2.786869
2025-09-07 0.089890 0.125554 0.182087 0.287330 0.506090 1.040771 3.132889